Random video from first page of a google search for hololens capture, someone somewhere in Asia is my guess, it's easy to shoot this kind of stuff when you have a hololens and Microsoft recently released an open source hardware kit for people who want to make more serious video captures.
https://m.youtube.com/watch?v=bYpbvaGpCkE
There's plenty more, but honestly if an LMGTFY link like this can answer your question it sounds like you're actively trying to keep yourself from finding out what's going on. There are no conspiracies here, it's just tech, it works, it's very cool, and there are even fully functional simulators/emulators allowing you to code without access to the devices. It's a shame you're so sure there's something wrong that you're preventing yourself from getting involved with something that clearly interests you.
[edit] I see now you said you wanted a video "from microsoft" - that's in the very first video hit searching for hololens capture[0]. This video has other stuff in it as well, including discussion of an open source hardware and software system for making hololens captures, but there is absolutely straight hololens capture video in the link, just like in the other link I sent. Again, it feels like you're trying hard to not let yourself find or see this stuff.
[0] http://www.theverge.com/2017/2/13/14588178/microsoft-hololen...